+331.1%
AMD vs IWM
+61.7%
+269.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -0.9% | -1.3% | +0.3% | +0.8% |
| 3M | -8.7% | +1.6% | -10.3% | -9.1% |
| 6M | +136.3% | +13.6% | +122.8% | +107.7% |
| YTD | +123.0% | +20.8% | +102.2% | +83.8% |
| 1Y | +195.2% | +26.4% | +168.8% | +132.1% |
| All | +331.1% | +61.7% | +269.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling